1.8. Consider the following transition matrices. Identify the transient and recurrent states, and the irreducible closed sets in the Markov chains. Give reasons for your answers. (a) 1 2 3 4 5 1 2 3 4 5 4 .3 .3 00 0.5 0.5 0 .5 0.5 0 0 0.5 0.5 0 0.3 0.3 .4 2 (c) 1 2 3 4 5 1 00001 0.2 0.8 0 .1 .2 .4 .3 0 4 0.4 0.6 0 5.2 0 0 0.8 3 50.200.80 6 0.3 0.3 0.4 3 4 1 1 0 0 0 0 2/3 O 1/3 O 1/8 1/4 5/8 0 0 0 1/6 0 5/6 0 5 1/3 0 1/3 0 1/3 (e) 1 3 4 1 (b) 1 2 3 4 5 6 .1 0 0 .4 .5 0 2.1.2.2 0.5 0 30.1.3 0 0.6 4.10 0.900 5 0 0 0.4 0.6 6000 0.5.5 (d) 1 2 3 4 5 6 1 .8 0 0.20 0 2 0.50 0.5 0 3 0 0 .3 .4 .1 .2 4.10 0.900 2 0

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 49E: Consider the Markov chain whose matrix of transition probabilities P is given in Example 7b. Show...
icon
Related questions
Question
lay.
1.8. Consider the following transition matrices. Identify the transient and recurrent states,
and the irreducible closed sets in the Markov chains. Give reasons for your answers.
(a) 1 2 3 4 5
12345
.4 .3 .3 00
0.5 0 .5 O
0
3 .5 0.5 0
4 0.5 0.5 0
5 0.3 0 .3 .4
1
2
3
(c) 1 2 3 4 5
00001
0.2 0.8 0
.1 .2 .4 .3 0
4 0.4 0.6 0
5.2 0 0 0.8
1
6 0.3 0.3 0.4
3 4 5
1
0
0 0
0 2/3 0 1/3 0
1/8 1/4 5/8 0 0
0 1/6 O 5/6 0
5 1/3 0 1/3 0 1/3
(e)
1
2
3
4
(b) 1 2 3
456
1 .1 0 0 .4 .5 O
2 .1 .2.2 0.5 0
3 0.1.3 0 0.6
4.10 0.90 0
5 0 0 TO 4 0 6
6 000 0.5.5
(d) 1 2 3 4 5 6
1.8 0 0.20 0
20.50 0.5 0
3 0 0 .3 .4 .1 .2
4.10 0.90 0
50.200.80
2
0
Transcribed Image Text:lay. 1.8. Consider the following transition matrices. Identify the transient and recurrent states, and the irreducible closed sets in the Markov chains. Give reasons for your answers. (a) 1 2 3 4 5 12345 .4 .3 .3 00 0.5 0 .5 O 0 3 .5 0.5 0 4 0.5 0.5 0 5 0.3 0 .3 .4 1 2 3 (c) 1 2 3 4 5 00001 0.2 0.8 0 .1 .2 .4 .3 0 4 0.4 0.6 0 5.2 0 0 0.8 1 6 0.3 0.3 0.4 3 4 5 1 0 0 0 0 2/3 0 1/3 0 1/8 1/4 5/8 0 0 0 1/6 O 5/6 0 5 1/3 0 1/3 0 1/3 (e) 1 2 3 4 (b) 1 2 3 456 1 .1 0 0 .4 .5 O 2 .1 .2.2 0.5 0 3 0.1.3 0 0.6 4.10 0.90 0 5 0 0 TO 4 0 6 6 000 0.5.5 (d) 1 2 3 4 5 6 1.8 0 0.20 0 20.50 0.5 0 3 0 0 .3 .4 .1 .2 4.10 0.90 0 50.200.80 2 0
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 7 steps with 27 images

Blurred answer